London: Any books that cover 1.d4 d5 2.Nf3 Bg4 well?
The opening sequence 1.Nf3 d5 2.d4 Bg4 was played in the 1889 World Championship match (game 14) between Steinitz and Chigorin. The game is classified as "Queen's Gambit Declined: Chigorin Defense". Although the game was analyzed in a book on the London System, since it does not contain the move Bf4 by White, it isn't technically a 'London System' opening. I included the game here because it features the first 4 moves specified by the OP...
https://www.chessgames.com/perl/chessgame?gid=1036314
The game is analyzed in detail in "First Steps; the Colle and London Systems" by Cyrus Lakdawala, Everyman Chess, 2016, pp.71-77.
However, the opening sequence 1.Nf3 d5 2.d4 Nc6 3.Bf4 Bg4 was played in the game Ian Rogers - Ye Rongguan, Kuala Lumpur, 1990 and is analyzed in detail in "Win With the London System" by Johnsen and Kovacevic, Gambit Publications, 2005, pp. 31-33. The authors refer to it as the "Chigorin Setup".
https://www.chessgames.com/perl/chessgame?gid=1117389
Finally, a game (Eduardas Rozentalis - Jakub Zeberski 2007) with the opening sequence 1.d4 d5 2.Nf3 Nc6 3.Bf4 Bg4 is analyzed in detail in Nicola Sedlak's first book (Part 1) on the London System, "Winning With The Modern London System", Chess Evolution, pp.203-209. The author refers to the opening as a 'Chigorin Setup'.
After a lengthy internet search, the only place I was able to find the game referenced along with a PGN was here...
https://ratings.fide.com/view_games.phtml?event=&id=1113020&opp=12800023
@4
No it is not shocking: after 1 d4 Nf6 2 Bg5 Ne4 3 Bf4 white plays 4 f3 too.
Only after 3...c5. After 3...d5 white plays 4.e3 and Bd3, f3 does not make much sense.
1. d4 Nf6 2. Bf4 g6 3. Nf3 Bg7 4. Qd3 O-O 5. e4 d6 6. Nbd2 Nbd7 7. c3 e5 8. Bg5 exd4 9. cxd4 h6 10. Bh4 Re8 11. Be2 g5 12. Nxg5 hxg5 13. Bxg5 c6 14. f4 Qb6 15. Rb1 c5 16. e5 dxe5 17. dxe5 Nxe5 18. fxe5 Rxe5 19. Nc4 Rxe2+ 20. Qxe2 Qc6 21. O-O b5 22. Ne5 Qd5 23. Rbd1 Qxa2 24. Rd8+ Kh7 25. Qc2+ Ne4 26. Qxe4+ f5 27. Qh4+ Bh6 28. Qxh6# 1-0